+166.0%
JCI vs GME
+11.4%
+154.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -1.1% |
| 7D | +4.1% | +4.8% | -0.8% | +3.9% |
| 30D | -3.8% | +5.9% | -9.7% | -4.0% |
| 3M | -1.6% | -10.7% | +9.1% | -1.4% |
| 6M | +9.5% | -19.8% | +29.3% | +10.0% |
| YTD | +21.7% | -0.9% | +22.7% | +21.6% |
| 1Y | +37.1% | -15.7% | +52.8% | +37.5% |
| All | +166.0% | +11.4% | +154.6% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling